Optimal dynamic momentum strategies

Kai Li, Jun Liu

Year of publication:	2022
Authors:	Li, Kai ; Liu, Jun
Published in:	Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 4, p. 2054-2068
Subject:	Financial Engineering \| momentum \| optimal portfolio \| path dependence \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Pfadabhängigkeit \| Path dependence \| Financial engineering \| Anlageverhalten \| Behavioural finance \| Kapitaleinkommen \| Capital income

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